+444.5%
CORZ vs AUR
+88.7%
+355.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +4.0% |
| 7D | +16.6% | +19.2% | -2.7% | +11.2% |
| 30D | -10.9% | -7.8% | -3.1% | -9.0% |
| 3M | -31.0% | +4.0% | -35.0% | -32.0% |
| 6M | +26.0% | +45.0% | -18.9% | +13.0% |
| YTD | +28.6% | +69.5% | -40.9% | +10.6% |
| 1Y | +34.5% | +13.0% | +21.4% | +26.4% |
| All | +444.5% | +88.7% | +355.8% | +377.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling